Related papers: Higher-order generalized-$\alpha$ methods for para…
Gradient-descent based iterative algorithms pervade a variety of problems in estimation, prediction, learning, control, and optimization. Recently iterative algorithms based on higher-order information have been explored in an attempt to…
Explicit stabilized methods are highly efficient time integrators for large and stiff systems of ordinary differential equations especially when applied to semi-discrete parabolic problems. However, when local spatial mesh refinement is…
We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…
We introduce a class of stochastic processes based on symmetric $\alpha$-stable processes. These are obtained by taking Markov processes and replacing the time parameter with the modulus of a symmetric $\alpha$-stable process. We call them…
We propose a generalized finite element method for the strongly damped wave equation with highly varying coefficients. The proposed method is based on the localized orthogonal decomposition introduced and is designed to handle independent…
In this paper, we propose, analyze, and test a new fully discrete, efficient, decoupled, stable, and practically second-order time-stepping algorithm for computing MHD ensemble flow averages under uncertainties in the initial conditions and…
The energy dissipation law and the maximum bound principle (MBP) are two important physical features of the well-known Allen-Cahn equation. While some commonly-used first-order time stepping schemes have turned out to preserve…
It is often unnoticed that the predominant way to use collocation methods is fundamentally flawed when applied to optimal control in robotics. Such methods assume that the system dynamics is given by a first order ODE, whereas robots are…
We propose a high-order numerical methodology for computing the ground state and time evolution of the two-dimensional Gross-Pitaevskii equation with harmonic trapping potential. The ground state is obtained by combining normalized gradient…
High-order implicit shock tracking is a new class of numerical methods to approximate solutions of conservation laws with non-smooth features. These methods align elements of the computational mesh with non-smooth features to represent them…
Time-parallel algorithms, such as Parareal, are well-understood for linear problems, but their convergence analysis for nonlinear, chaotic systems remains limited. This paper introduces a new theoretical framework for analysing…
We introduce a high-order finite element method for approximating the Vlasov-Poisson equations. This approach employs continuous Lagrange polynomials in space and explicit Runge-Kutta schemes for time discretization. To stabilize the…
In this paper, we propose and analyze a linear second-order numerical method for solving the Allen-Cahn equation with a general mobility. The proposed fully-discrete scheme is carefully constructed based on the combination of first and…
We present a new efficient computational approach for time-dependent first-order Hamilton-Jacobi-Bellman PDEs. Since our method is based on a time-implicit Eulerian discretization, the numerical scheme is unconditionally stable, but…
We are interested in high-order linear multistep schemes for time discretization of adjoint equations arising within optimal control problems. First we consider optimal control problems for ordinary differential equations and show loss of…
In this work, high order asymptotic preserving schemes are constructed and analysed for kinetic equations under a diffusive scaling. The framework enables to consider different cases: the diffusion equation, the advection-diffusion equation…
First-order energy dissipative schemes in time are available in literature for the Poisson-Nernst-Planck (PNP) equations, but second-order ones are still in lack. This work proposes novel second-order discretization in time and finite…
In this work we develop a new framework to deal numerically with discontinuous solutions in nonconservative hyperbolic systems. First an extension of the MOOD methodology to nonconservative systems based on Taylor expansions is presented.…
We introduce a new hybridized discontinuous Galerkin method for the incompressible magnetohydrodynamics equations. If particular velocity, pressure, magnetic field, and magnetic pressure spaces are employed for both element and trace…
This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…